From the FAQ's:
Q. Is there a name index to the 1940 Census?
A. No. A name index does not exist for the 1940 Census.
Q. If there is no name index, how can I locate people in the Census?
A. You can locate people by identifying the enumeration district in which they lived in 1940 and then browsing the Census population schedules for that enumeration district. The National Archives has placed copies of the enumeration district maps and descriptions in its Archival Research Catalog. For more information go to How to Start Your 1940 Census Research
I believe ancestry are indexing the records but presumably you will need a sub / credits to view the enumeration district etc.
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